+843.9%
WULF vs RGEN
+1.9%
+842.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | -0.6% | -2.9% | +2.4% | +0.6% |
| 30D | -3.6% | -0.1% | -3.6% | -3.6% |
| 3M | -30.4% | +25.9% | -56.3% | -37.4% |
| 6M | +12.5% | +35.2% | -22.7% | -2.6% |
| YTD | +40.5% | +0.5% | +40.0% | +37.7% |
| 1Y | +53.0% | +37.0% | +16.0% | +29.4% |
| All | +843.9% | +1.9% | +842.0% | +905.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling